Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: what is SIGMA2 _const in arima

From   "Olga Gorbachev Melloni" <>
Subject   st: what is SIGMA2 _const in arima
Date   Thu, 24 Aug 2006 13:31:06 -0400

I am trying to estimate a model, in which errors follow an MA(1). I have panel data, and I assume that for each cohort, coefficients are the same. I ran:

arima y x if cohort==1935, ma(1) condition

I have two questions:

1. when the estimation finished its run, it used BFGS and for the estimate of the white-noise disturbance epsilon it showed instead of the usual '/sigma', I got SIGMA2 _const =0.10...

what does this mean? I looked in the manual, but there is no mention of this.

2. When trying to predict the errors or the predicted values, I got an error message saying that the sample cannot include panels.

Is there a way to get the predicted values and/or white-noise errors?

thank you,

* For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index